PureBytes Links
Trading Reference Links
|
Answering my own post here for anyone else who comes along.
Regards to question #1 - use the Cum(buy) function to count # of
trades. This works ok for a moving average - may need to use an
EXREM(buy) for other systems prone to generating multiple signals.
Change Filter line to:
Filter = (BarIndex() == BarCount - 1) AND Equity()>14000 AND Cum(buy)
>10;
& then add a column to see how many trades under the exploration at
end (last line)
AddColumn(Cum(Buy),"number of trades");
Jury is still out on #2 -I think it can be done using equity()
processing the array itself to get # of up equity trades and # of
down equity trades to give me the winners percentage, but haven't
figured out how yet.
#3, still no clue.
Stephen
--- In amibroker@xxxxxxxxxxxxxxx, "drsinfla" <drsteph@xxxx> wrote:
> I've been playing around with the for loop optimization done under
> exploration from a prior 2003 post...
>
> Wondering how I would add the following criteria to the optimized
> exploration in this fashion:
>
> 1. Only display securities which have >10 trades in the time
period
> analyzed
>
> 2. Only display securities which have >50% winning trades
>
> 3. Write a column showing maxDD.
>
> Any ideas? Code follows:
>
> ************************************
>
> bestequity = 0;
> bestrange = 0;
>
> // optimization loop
>
> for( range = 5; range < 100; range ++ )
> {
>
> Buy = Cross( Close, MA( Close, range ) );
>
> Sell = Cross( MA( Close, range ), Close );
>
> Le = LastValue( Equity() );
>
> if( Le > bestequity )
> {
> bestequity = Le;
> bestrange = range;
> }
> }
>
> range = bestrange;
>
> Buy = Cross( Close, MA( Close, range ) );
>
> Sell = Cross( MA( Close, range ), Close );
>
> Filter = (BarIndex() == BarCount - 1) AND Equity()>14000;
>
> AddColumn( bestrange, "Best range" );
>
> AddColumn( Equity(), "Best Equity" );
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|